Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-20 0.344950 0.377051 0.412180 0.453729 0.501861 0.556272 0.623024
2025-07-27 0.304642 0.345740 0.393401 0.453525 0.528486 0.620466 0.744504
2025-08-03 0.278752 0.325336 0.381789 0.456711 0.555928 0.686559 0.878565
2025-08-10 0.251678 0.299561 0.359429 0.441888 0.556170 0.715191 0.966112
2025-08-17 0.229060 0.276776 0.337898 0.424594 0.549267 0.730961 1.035953
2025-08-24 0.216180 0.265150 0.329421 0.423357 0.563753 0.778798 1.165644
2025-08-31 0.210155 0.261830 0.331416 0.436458 0.600287 0.865863 1.384764
2025-09-07 0.201029 0.253476 0.325514 0.437050 0.617058 0.922890 1.564853
2025-09-14 0.192127 0.244738 0.318240 0.434585 0.628147 0.971399 1.742771
2025-09-21 0.184125 0.236704 0.311297 0.431782 0.637981 1.018899 1.934956
2025-09-28 0.174980 0.226489 0.300409 0.421648 0.633697 1.038200 2.066198
2025-10-05 0.171409 0.224092 0.300985 0.430002 0.663190 1.130667 2.429552
2025-10-12 0.167192 0.220676 0.300017 0.436134 0.690324 1.226516 2.867445
2025-10-19 0.161375 0.214554 0.294432 0.433854 0.701020 1.288337 3.240578
2025-10-26 0.156974 0.210322 0.291526 0.435922 0.720555 1.375993 3.779048
2025-11-02 0.149488 0.201037 0.280008 0.421709 0.704949 1.372579 3.949775
2025-11-09 0.142081 0.191589 0.267787 0.405416 0.683338 1.349871 4.025862
2025-11-16 0.138201 0.187434 0.263970 0.404193 0.693746 1.415398 4.587579
2025-11-23 0.137175 0.187644 0.267286 0.416382 0.735007 1.578971 5.907716
2025-11-30 0.134034 0.184373 0.264590 0.416920 0.750053 1.670443 6.970504
2025-12-07 0.130576 0.180454 0.260593 0.414617 0.758165 1.743011 8.062634
2025-12-14 0.127265 0.176644 0.256592 0.412001 0.765218 1.814810 9.351542
2025-12-21 0.122982 0.171119 0.249397 0.402548 0.754420 1.822224 10.041220